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                OPEN              Improving prediction of COVID‑19
                                  evolution by fusing epidemiological
                                  and mobility data
                                  Santi García‑Cremades1, Juan Morales‑García2, Rocío Hernández‑Sanjaime1,
                                  Raquel Martínez‑España2, Andrés Bueno‑Crespo2, Enrique Hernández‑Orallo3,
                                  José J. López‑Espín1 & José M. Cecilia3*
                                  We are witnessing the dramatic consequences of the COVID-19 pandemic which, unfortunately, go
                                  beyond the impact on the health system. Until herd immunity is achieved with vaccines, the only
                                  available mechanisms for controlling the pandemic are quarantines, perimeter closures and social
                                  distancing with the aim of reducing mobility. Governments only apply these measures for a reduced
                                  period, since they involve the closure of economic activities such as tourism, cultural activities, or
                                  nightlife. The main criterion for establishing these measures and planning socioeconomic subsidies
                                  is the evolution of infections. However, the collapse of the health system and the unpredictability
                                  of human behavior, among others, make it difficult to predict this evolution in the short to medium
                                  term. This article evaluates different models for the early prediction of the evolution of the COVID-19
                                  pandemic to create a decision support system for policy-makers. We consider a wide branch of models
                                  including artificial neural networks such as LSTM and GRU and statistically based models such as
                                  autoregressive (AR) or ARIMA. Moreover, several consensus strategies to ensemble all models into
                                  one system are proposed to obtain better results in this uncertain environment. Finally, a multivariate
                                  model that includes mobility data provided by Google is proposed to better forecast trend changes in
                                  the 14-day CI. A real case study in Spain is evaluated, providing very accurate results for the prediction
                                  of 14-day CI in scenarios with and without trend changes, reaching 0.93 R2, 4.16 RMSE and 1.08 MAE.

                                   The COVID-19 pandemic is the biggest global challenge in our recent history, which puts the welfare state of
                                   today’s society at risk. Spain is undoubtedly among the countries most affected by the pandemic, with up to
                                   3,697,987 total cases of infection, and a total of 80,196 deaths (as reported on June 7, 2021)1. Governments
                                   worldwide are taking drastic measures such as social distancing, contact tracing, perimeter closures and even
                                   quarantines, which are either reinforced or alleviated depending on the epidemiological status of the d      ­ isease2.
                                  These non-sanitary measures focus on the reduction of human mobility, which has an important socio-economic
                                  ­effect3. For instance, according to the European Commission, the economic forecast for Spain is the worst in
                                   its recent history with a 9.4% drop in GDP, and an expected unemployment of up to 18.9% at the end of 2020.
                                   Globally speaking, the Organisation for Economic Co-operation and Development (OECD)4 stated that these
                                  bad economic projections will lead to widespread poverty, child malnutrition, stress, and suicides, just to men-
                                  tion a few of the dramatic consequences for the population . However, beyond the economic consequences,
                                  the measures of social distancing and lockdowns can raise new social scenarios in fundamental aspects such as
                                  education, gender violence, immigration and other new issues that may arise because of such extreme public
                                  health measures.
                                       Early understanding of the evolution of the pandemic prevents scenarios that could increase the number of
                                  COVID-19 victims. Governments have implemented public health surveillance systems for COVID-19 based
                                  on the fundamental principles provided by the World Health Organization (WHO); i.e., tracking clinical and
                                  epidemiological figures such as confirmed, death, active cases, just to mention a f­ ew5,6. This information is usually
                                  provided by governments daily, and currently, these surveillance systems provide robust and stable information
                                  on the evolution of the ­pandemic7. However, this epidemiological information shows a posterior picture of the
                                   pandemic, i.e., once people have been infected and are showing symptoms, usually after an incubation period of

                                  1
                                   Center of Operations Research, Miguel Hernandez University of Elche (UMH), 03202 Elche, Spain. 2Computer
                                  Science Department, Universidad Católica de Murcia (UCAM), 30107 Murcia, Spain. 3Computer Engineering
                                  Department, Univesitat Politècnica de València (UPV), 46022 Valencia, Spain. *email: jmcecilia@disca.upv.es

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                                            7-10 ­days8. From these epidemiological data, novel Machine learning (ML), Artificial Intelligence (AI) and data
                                            science methods can provide significant outcomes for tracking and detecting COVID-19 evolution at national
                                            and regional l­ evel9. All in all, the infection curve can be seen as a time series in which trend changes are hardly
                                            predictable, as it does not follow a seasonal pattern, mainly due to the chaotic interaction of people.
                                                Figure 3 shows the 14-day CI in Spain from July 20, 2020 until January 2021. The first Spanish wave officially
                                            ended on July 20, 2020 and the 14-day CI started to increase again from that date onwards. It is worth mention-
                                            ing that from the second wave until today, there have been several waves, understood as trend changes in the
                                            14-days CI. At the beginning of October, 9th the 14-day CI started to increase again, matching with a vacation
                                            period at the national level, from October 9th to 12th. In addition, in mid-December a trend change of the 14-day
                                            CI was reported, also coinciding with a vacation period (December 8–12, 2020), which is increasing from that
                                            date until now. These trend changes are one of the most difficult scenarios for modelling. The 14-day CI is a
                                            time series that includes daily data from July. Besides, not every day is reported, COVID-19 data in Spain is only
                                            reported on working days, i.e., Monday through Friday, except holidays. The lack of historical data, as well as the
                                            scarce changes in trends during the training period makes it very difficult to let the models learn these changes.
                                                In this paper, we propose a multivariate model to predict trend changes in the 14-day Cumulative Incidence
                                            (CI) of COVID-19. We conducted a comprehensive analysis of different mobility components offered by Google
                                            to incorporate this information into our multivariate model as exogenous information. The multivariate model
                                            resulting from adding this information can predict trend changes in 14-day CI with greater accuracy. The main
                                            contributions of the paper are the following:

                                            1. Several state-of-the-art ML and statistical methods are evaluated to predict the 14-day CI, using only the
                                               historical information of this variable as input for two different scenarios, i.e., 14-day CI with trend changes
                                               and without trend changes in the time series.
                                            2. A ensemble strategy is provided to combine previous models and provide an optimal prediction. These
                                               methods offer very good performance for this time series when there are no clear trend changes.
                                            3. A multivariate model is designed and fed with 14-day CI and mobility variables provided by Google as
                                               exogenous information.
                                            4. The multivariate model is optimized using operational research techniques to achieve better prediction of
                                               trend changes in 14-day CI.
                                            5. The evaluation is based on information from several waves in Spain in which clear trend changes were
                                               reported.

                                            The reminder of the paper is structured as follows. Firstly, we discuss the related work. Then, the methods of
                                            this article are introduced in “Methods” section, including the main ML and statistical models proposed, their
                                            ensemble and the exogenous information targeted. Finally, “Evaluation and results” section shows the main
                                            results and finding of our article before the main conclusions and directions for future work are introduced.

                                            Related work
                                             Since the right beginning of the COVID-19, scientists have struggled on designing models that could forecast
                                             not only the evolution of the disease but also the impact of the different measures taken. The problem is that
                                             these models must characterise not only how the virus spread, which is far from being understood, but also about
                                             human behaviour, which can be erratic. Firstly, it is necessary to evaluate and model how fast the COVID-19 is
                                             spreading. A fundamental epidemiological quantity, the reproductive number R, represents the average number
                                             of new infections an infected person can generate (so the greater the number, the faster the spreading). First
                                             estimations of the R0 value for the COVID-19 evidenced a relatively high value, in the range (2.4–5.6)10–12. For-
                                             tunately, measures such as social distancing, facial masks and mobility reduction have allowed health authorities
                                             to control the spread of the disease.
                                                 Different types of models have been proposed for forecasting COVID-19 evolution: compartmental models,
                                             statistical-based models and machine learning (ML) based ­models13. In epidemiological compartmental models,
                                             the population is assigned to different compartments (for example, the simple SIR models with three compart-
                                             ments: Susceptible, Infectious, and Recovered). These compartmental models have been used to evaluate and
                                             forecast the impact of the different measures taken, such as quarantine, isolation and contact tracing. For example,
                                            ­in14,15 the authors model and evaluate the general effects of containment mechanisms. Regarding contact trac-
                                             ing, ­in10,11 it was stated that contact tracing and isolation as currently practiced is not helping in preventing the
                                             COVID-19 pandemic. Finally, i­ n16,17, the authors evaluated the impact of the technological aspects (such as reso-
                                             lution, centralised vs decentralised approaches) of the current smart-based contact tracing application showing
                                             that for being effective, it would have required a high adoption rate and a centralised technology. Unfortunately,
                                             it was not the case, so these kinds of contact tracing applications failed to control the disease.
                                                 On the other hand, statistical-based models, i.e., time series analysis and forecasting, only rely on past data to
                                             predict the near future. There are many different methods, such as Auto-Regressive Moving Average (ARMA),
                                             Auto-Regressive Integrated Moving Average (ARIMA), Support Vector Regressor (SVR), Linear Regressor poly-
                                             nomial (LRP), Bayesian Ridge Regression (BRR), Linear Regression (LR), Random Forest Regressor (RFR),
                                             Holt-Winter Exponential Smoothing (HW), and Extreme Gradient Boost Regressor (XGB). Note that some
                                             authors consider some of these methods as Machine Learning ­Methods18 but none of them seems to improve
                                             the overall quality of the p  ­ rediction19–21 (see below for a detailed description of this references). Among these
                                             models, we may highlight ARIMA m        ­ odel22, which has shown good results forecasting the COVID-19 infections.
                                             For instance, Benvenuto et al.23 proposed the use of ARIMA models to predict the COVID-19 spread around
                                             the world, while Perone et al.24 proposed a model for different regions of Italy and Sahai et al.25 did the same for

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                                  the top five affected countries. Nevertheless, these models can only predict short-time behaviour as intervals of
                                  confidence grows extremely fast as time e­ lapses26. Petropoulos et al.27 also recognized the limitations of forecast-
                                  ing longer term trajectories of an outbreak.
                                      As previously commented, some authors consider most of the previous statistical methods to be part of more
                                  general Machine learning (ML) and Deep Learning (DL) m       ­ ethods19. For example, Shahit et al.28 used DL meth-
                                  ods for the prediction of time series of confirmed cases, deaths and recoveries in COVID-19 affected countries,
                                  where the performance of models was measured by mean absolute error (MAE), root mean square error (RMSE)
                                  and R2. They focus on different variables (but not 14-day CI) but with stable trends. Similarly, Zerorual et al.29
                                  compared up to five DL models for COVID-19 forecasting using different COVID-19 information including,
                                  Italy, Spain, France, China, USA and Australia. Nevertheless, more specific ML methods such as neural networks
                                  and Support Vector Machines (SVMs) have shown to perform poorly since they require more training data than
                                  the currently available ­datasets20,21. Furthermore, as stated by Ribeiro et al.30 this fact can also be attributed to
                                  the chaotic dynamics of the analysed data, as well as the diversity of exogenous factors.
                                      Several studies have shown the relationship between mobility and the disease spread. Linka et al.31 showed
                                  a strong correlation between the reduction in mobility and the effective reproduction number across Europe,
                                  which was particularly high for countries such as the Netherlands, Germany, Ireland, Spain, and Sweden (which
                                  have a Spearman’s rank correlation ρ of 0.99). The authors i­n32,33 found that mobility statistics offered in open
                                  COVID-19 datasets showed the evolution of the COVID-19 spread in China, placing the contagious peak at
                                  the early beginning of 2020. A recent study using mobile phone data of more than 13 million users in S­ pain34,
                                  has shown that these data can be used as a predictor of COVID-19-related deaths. Particularly, they stated that
                                  there is a critical level (around 70% of the radius of gyration, which quantifies the mobility range of an indi-
                                  vidual during a given ­week35) when hospitalizations and deaths tend to increase two to three weeks after this
                                  threshold is exceeded. Finally, Google and Apple mobility data, which are used in this paper, has demonstrated
                                  to be of great help in quantifying and predicting the effects of COVID-19. For example, Cot et al.36 quantify
                                  the effects of social distancing on the COVID-19 spreading dynamics in Europe and in the USA, and Nouvellet
                                  et al.37 show the correlation between the reduction in mobility and COVID-19 transmission. One key aspect of
                                  all these models is the quality of the data used. Having a wide range of data, updated on a real-time basis and
                                  accessible is critical to characterizing disease outbreaks and obtaining useful ­models38. Nevertheless, better data
                                  are necessary, but not sufficient. As stated by Castro et al.26, human models are really hard to model since there
                                  is always an uncertainty in human behaviour, so most models can fail to forecast some important issues such as
                                  turning points and the end of the expansion.
                                      Summing up, the problem with the described forecasting models is to accurately predict trend changes (i.e.,
                                  waves) when using only previous historical information. These changes in trends can depend on varying exter-
                                  nal elements, such as mobility, social distancing, etc. Therefore, a way to improve the precision of the previous
                                  forecasting methods is to combine several data sources. Particularly, in this paper, we show that the utilisation
                                  of mobility data can improve forecasting when only time series (such as 14-day CI) are used.

                                  Methods
                                  Temporary data are omnipresent in many application domains, such as medicine, agriculture or ­robotics39,40.
                                  Increasingly, time series forecasting is being introduced in these fields which follows a quantitative approach
                                  that uses historical information along with certain associated patterns such as trends, seasonality and irregular
                                  components to predict future observations. Trend data in the time series offers long-term information for the
                                  prediction. Seasonality are patterns in the time series that occur at specific and regular intervals. Finally, irregu-
                                  lar components are unsystematic fluctuations due to external factors. Having access to historical time-series
                                  data, forecasting models can be used to understand the behaviour of the time series. However, the irregular
                                  components of the time series are difficult to predict as they do not follow a given pattern. Generally speaking,
                                  time-series models cannot learn these irregular components from the historical data of the time series, so they
                                  need additional information to identify these possible e­ vents41
                                      Indeed, the evolution of the 14-day CI of COVID-19 is based on irregular components that are mainly caused
                                  by the different implementations of the national legislation that reduces people’s m­ obility42. Several ICT compa-
                                  nies such as Google or Apple have provided mobility data taken from smartphones that run mobility applications,
                                  such as Google Maps or Maps from Apple Maps, to figure out the changes that have occurred in people’s mobility
                                  as a result of the policies to deal with COVID-1943. As previously explained in “Related work” section, several
                                  works have been recently done to predict the COVID-19 evolution based on trends and seasonality in time series,
                                  but none of them has not analysed trend changes due to these irregular components. This section introduces
                                  the ML and statistical univariate models used in this article to predict the 14-day CI using only the endogenous
                                  variable; i.e. previous observations of the 14-day CI. These models are combined through an ensemble approach
                                  that uses different consensus strategies based on quality metrics that are first described. Finally, the multivariate
                                  model is introduced to improve the prediction of the 14-day CI, in those time lags where there are trend changes.

                                  Metrics and statistical models used. The main metrics and statistical models used in this work are the
                                  following (where xi is the real data for instance i and Pi is the prediction for instance i):

                                  • Coefficient of determination (R2) is used to analyse how differences in one variable can be explained by differ-
                                    ences in a second variable. It is a value ranging from 0 to 1 and indicates that the regression line represents
                                    none or all of the data, respectively, so that the higher the value, the better the goodness of fit of the ­model44.

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                                                                                     n
                                                                                (       i=1 (xi − x̄)(Pi − P̄))2
                                                                          R2 = n                2
                                                                                                   n             2                                          (1)
                                                                                    i=1 (xi − x̄)    i=1 (Pi − P̄)

                                            • Root mean square error (RMSE) is the standard deviation of the prediction errors, which are a measure of
                                              the distance of the data from the regression line, indicating the concentration of the data around the line of
                                              best fit. It is, therefore, a measure of the dispersion of these errors (also known as residuals)45.
                                                                                           
                                                                                              n              2
                                                                                                i=1 (xi − Pi )                                           (2)
                                                                                RMSE =
                                                                                                     n
                                            • Mean absolute error(MAE) allows measurement of the average magnitude of the errors for a set of predic-
                                               tions, regardless of their direction. It represents the mean of the absolute differences in the sample between
                                               the prediction and the actual observation, taking into account that all individual differences are of equal
                                              ­significance45.
                                                                                            n
                                                                                                  |xi − Pi |
                                                                                  MAE = i=1                                                                (3)
                                                                                                   n
                                            • Spearman correlation Spearman’s correlation coefficient is a non-parametric measure of rank correlation; i.e.
                                              statistical dependence of the ranking between two variables. It measures the strength and direction of the
                                              association between two ranked ­variables46.
                                            • Granger causality Granger causality is a testing framework comparing the unrestricted model, in which a
                                              time series y is explained by the lags of y and the lags of an additional series of observations x (both lags up
                                              to the same fixed order), and the restricted model, in which y is only explained by the lags of y. Thus, Granger
                                              causality determines if one time series is helpful for predicting another, and in some cases, it may be used to
                                              assert stronger causal s­ tatements47.
                                            • Principal component analysis (PCA) The aim of this technique is to reduce the dimensionality of multivariate
                                              data preserving as much of the relevant information as p   ­ ossible48.

                                            Ensemble approach for univariate prediction. This subsection proposes a combination of time series
                                            and ML models and techniques to provide a consensus strategy that brings all the results into one. Each method
                                            and model has demonstrated in the literature good results for predicting different epidemiological variables
                                            related to COVID-19. Moreover, different configurations and/or parameterisations of these models are also
                                            important for the quality of the predicted results. With the proposed ensemble, the search space of the models
                                            is explored automatically in order to obtain the best possible prediction. The statistical and machine learning
                                            methods under study are the following:

                                            1. Autoregresive (AR) is a univariate m   ­ odel49 where a prediction is made using a linear combination of past
                                               values of that variable. The term autoregression indicates that it is a regression of the variable against itself.
                                               Thus, an autoregressive model is established according to its order p. Autoregressive models are remarkably
                                               flexible to handle a wide range of different time series patterns.
                                            2. Autoregressive Integrated Moving Average (ARIMA) is a linear statistical ­model50, which uses variations and
                                               regressions of statistical data in order to find patterns for a prediction into the future. Automatic Regression
                                               (AR) is the term that refers to the delays of the differentiated series (T − i ), Moving Average (MA) refers to
                                               the delays of the errors and integration (I) is the number of differences used to make the time series station-
                                               ary.
                                            3. Long short-term memory (LSTM) is a type of recurrent neural architecture with a state memory and mul-
                                               tilayer cell s­ tructure51. LSTM unit is composed of a cell, an input gate, an output gate and a forget gate. The
                                               cell remembers values over arbitrary time intervals and the three gates regulate the flow of information into
                                               and out of the cell(Fig. 1b). The LSTM differs from a classic recurrent network in that it does not overwrite its
                                               content at each time step but is able to decide whether to keep the existing memory through the introduced
                                               doors. If the LSTM unit detects an important characteristic of an input sequence at an early stage, it carries
                                               this information over long distances, therefore it detects long-distance dependencies.
                                            4. Gate Recurrent Unit (GRU) is a type of recurrent neural network, which presents a modification, which
                                               allows to solve a problem of this type of recurrent networks which is the vanishing gradient problem since
                                               the model is not washing out the new input every single time but keeps the relevant information and passes
                                               it down to the next time steps of the ­network52. It is similar to LSTM but without memory cells, which makes
                                               them simpler to compute and implement. It is composed of two gates (reset and update) (Fig. 1a), so that it
                                               allows each recurrent unit to capture the dependencies in an adaptive way in different time scales. Through
                                               these two gates, it is decided what information should be passed on at the output, without eliminating infor-
                                               mation that is apparently irrelevant to the prediction, so that the information is retained for a long time.

                                                In the process of combining the information of the proposed ensemble approach, the validation metrics for
                                            the regression task are used. Particularly, our ensemble approach uses the coefficient of determination (R2), root
                                            mean square error (RMSE) and mean absolute error (MAE) ­metrics53. Before describing in detail the phases of
                                            this proposed ensemble approach, the 4 combination methods used to obtain and calculate the model for the
                                            inference are described. The combination methods used are briefly detailed below:

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                                  • MaximumThe predictions of the model that has a metric greater than R2 are selected.
                                  • Minimum The models with the lowest RMSE and MAE metrics are selected and a weighted average is com-
                                    puted.
                                  • Average An average of all models is made without taking into account their values.
                                  • Weighted average A weighted average is made based on the R2 score of each model.

                                  The proposed ensemble approach consists of the following steps. Figure 2 summarizes these steps.

                                  1. Let’s be |E| , the training dataset and |E|v , a validation dataset.
                                  2. Each technique t is trained with the |E| dataset, generating P|E| for each t.
                                  3. For each technique t, the values R2, RMSE and MAE are calculated using the predictions P|E|
                                                                                                                             t and |E| dataset.
                                                                                                                                      v
                                  4. Using the combination methods |C|, models whose predictions are effective are selected.
                                  5. Depending on the combination method, the P|Ev | predictions are calculated by taking the data from the
                                     validation dataset |E|v as input.
                                  6. The metrics of R2 , RMSE and MAE are calculated with the predictions P|E|v , leaving the model built and
                                     ready to infer values.
                                  7. Equation (4) is used to infer a new value i in the model:

                                                                      PiMaxRt + PiMinRMSEt + PiMinMAEt
                                                               Pi =                                                                                (4)
                                                                                      3
                                        where PiMaxRt is the prediction for instance i that provides the t model with the maximum R2; PiMinRMSEt is
                                       the prediction for instance i that provides the t model with the minimum RMSE and PiMinMAEt is the predic-
                                       tion for instance i that provides the t model with the minimum MAE.

                                  Measuring mobility for the multivariate model.                Reducing mobility has been one of the main tools
                                  that all governments worldwide are using to prevent the COVID-19 spread. Tracing infection from mobility
                                  data has been used from the early beginning of the COVID-19 outbreak. Kraemer et al.32,33 found that mobility
                                  statistics offered in open COVID-19 datasets showed the evolution of the COVID-19 spread in China, placing
                                  the contagious peak at the early beginning of 2020. Therefore, the measurement of mobility in different cities
                                  has been subjected to study by different public and private organizations. Huang et al.54 showed that mobility
                                  patterns obtained from Twitter can quantitatively reflect the mobility dynamics.
                                      Google mobility data (GMD) (https://​www.​google.​com/​covid​19/​mobil​ity/) is a tool developed by Google
                                  to deal with the COVID-19. It shows a set of aggregated and anonymized data obtained from information in
                                  products such as Google M ­ aps55. This data is provided through local mobility reports which offer valuable infor-
                                  mation on changes in people’s mobility patterns as a consequence of the measures taken by the governments to
                                  deal with the COVID-19 pandemic. Among the information found in these reports, of particular interest to us
                                  are the movement trends of citizens over time. This information is arranged by geographical area and classified
                                  into various categories of places, such as workplaces, stores, supermarkets, leisure spaces, pharmacies, parks,
                                  transportation stations and residential areas. The main variables GMD provides are the following:

                                  • Retail and recreation This variable shows mobility trends for places such as restaurants, cafes, museums, malls,
                                    cinemas and libraries.
                                  • Supermarket and pharmacy This variable shows mobility trends for places such as supermarkets, food ware-
                                    houses and pharmacies.
                                  • Parks This variable show mobility trends for places such as national parks, public beaches, plazas and public
                                    gardens.
                                  • Public transport This variable shows mobility trends for places that are public transport hubs, such as train
                                    stations, subway or bus.
                                  • Workplaces This variable shows mobility trends for places of work.
                                  • Residential This variable shows mobility trends for places of residence.

                                  The number provided by GMD is used to compare the mobility on the date of the report with the mobility on
                                  the day of the reference value. The data corresponding to the date of the report is calculated (if the information is
                                  available) and a positive or negative percentage is shown. The data shows how the number of visitors to (or time
                                  spent in) the categorized locations changes compared to our baseline. A baseline represents a normal value on
                                  that day of the week. The baseline is the average value for the 5-week period from January 3 to February 6, 2020.
                                  In each region-category, the baseline is not a single value, but 7 individual values. The same number of visitors
                                  on two different days of the week results in different percentage changes. It is important to note that baseline
                                  days never change. In the calculation of the reference values, the seasonality has not been taken into account.
                                  For example, the number of people going to the parks usually increases as the weather improves.
                                      A multivariate model including these variables is proposed to predict 14-day CI. Our first approach was to
                                  explore a multivariate regression model which includes the ensemble information and additional information
                                  in the mobility variables as exogenous information. The multivariate equation is shown in Eq. (5).
                                                     CI14−day = β0 + β1 (Ensemble) + β2 GMD2 + β3 GMD3 + · · · + βi GMD4                           (5)

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                                            Figure 1.  Diagram of a GRU and LSTM unit. Where xt represents the input and yt the forecast in a step ( yt−1
                                            for forecast in the previous steps). For LSTM, the Ct indicates the state that is passing from one LSTM unit to
                                            another.

                                            where the response variable is CI14−day , β0 is the independent term, β1 is the term that weights the values obtained
                                            by our ensemble, and βi is the term that weights the Google mobility variables (GMDi where i = 2, 3, 4, 5, 6, 7).
                                            GMD variables will be evaluated through t-statistic to figure out if there is a significant relationship between the
                                            response variable (14-day CI) and each of the predictors included in the model (ensemble and mobility variables).
                                            If so, these variables will be included in the multivariate model.
                                                It is important to note that main assumptions of multivariate regression such as linear relationship between
                                            the target variable and the independent variables, normality of all variables, lack of multicollinearity are not
                                            met in our case as it is shown in “Evaluation and results” section. Therefore, an operations research approach is
                                            proposed to optimize the coefficients of our multivariate model in order to minimize the MAE. Particularly, the
                                            Non-Linear Minimization (NLM) p       ­ rocedure56, included in R programming software that carries out an itera-
                                            tive minimization procedure is applied to look for optimal coefficients. This method requires a seed to initialize
                                            the optimization of the coefficients and three different starting values were analysed: (i) coefficients randomly
                                            generated from a uniform distribution from −10 to 10, (ii) coefficients with the same weight for each of the
                                            independent variables and (iii) coefficient estimates for the multivariate regression model described in Table 9.

                                            Evaluation and results
                                            This section presents the evaluation of our models for estimating 14-day COVID-19. First, the datasets to per-
                                            form the experiments are explained. Next, the different univariate ML models and ensemble approach previously
                                            explained in “Methods” section for the prediction of the 14-day CI are evaluated. The Google mobility informa-
                                            tion is then statistically analysed and a PCA is performed to obtain exogenous information to be included in a
                                            multivariate model. Finally, the multivariate model with this exogeneous information is evaluated.

                                            Benchmarking. This section summarizes the datasets used to carry out the experiments. As previously
                                            commented, the evaluation is based on the data provided by the Spanish Ministry of Health. They provide
                                            several variables for all Spanish regions (19 regions in total). Among them, we may highlight total cases last 24
                                            h, 14-day cumulative incidence and 7-day cumulative incidence. The information is provided by the regional
                                            governments that report daily, except on weekends and holidays, to the Spanish Ministry of Health that develops
                                            a report with the COVID-19 current situation in Spain. It is important to note that the information is updated
                                            backwards when new notifications arrive from previous days, mainly due to delays, error detection, etc. There-
                                            fore, we focus on the more stable notification period (i.e. 14-days) as it includes all previous notifications. Par-
                                            ticularly, we focus on estimating the 14-day cumulative incidence; i.e. the number of new cases of COVID-19
                                            during 14 days divided by the size of the population at the start of the period.
                                                Of particular interest is the information from the surveillance system from July, since it changed the way the
                                            Spanish Ministry of Health develops the strategy of early detection, monitoring and control of COVID-19. Since
                                            then, the count of COVID-19 cases has been kept uniform, with slight changes and updates. Table 1 shows the
                                            two different periods under study that are translated into two different datasets. For each period, a train and
                                            test datasets have been designed to assess the different trend changes as indicated in the Table 1. Particularly,
                                            the first dataset (DS1) includes the information from July 20, 2020 to December 4, 2020. The second dataset
                                            (DS2) includes the information from July 20, 2020 to December 18, 2020. In DS1, the models are trained with
                                            the information until November 29th, included. The testing, however, is carried out using the data of the week
                                            from November 30th to December 4th. In DS2, the models are trained with the information until December
                                            4th, included. The evaluation is carried out with the data from December 5th to December 18th, both included.
                                                It is important to note that the 14-day CI was decreasing in the DS1 test period (see Fig. 3). However, the
                                            14-day CI was decreasing at the beginning of the DS2 test period but it suddenly started to increase from Decem-
                                            ber, 11 and beyond. Moreover, DS1 only includes 5 days to predict and DS2 includes 9 days.
                                                Moreover, the metrics used for testing the performance of each model are the coefficient of determination
                                            ( R2), the root-mean-square error (RMSE) and the mean absolute error (MAE). All of them are calculated using

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                                  Figure 2.  Outline of the proposed ensemble approach.

                                   Dataset name                           DS1                                       DS2
                                   Training period                        July, 20–November, 29                     July, 20–December, 4
                                   Testing period                         November, 30–December, 4                  December, 5–December, 18
                                   Testing period trend                   Decreasing                                Decreasing–increasing

                                  Table 1.  Datasets for training and testing ML algorithms. They include different periods with different spatio-
                                  temporal characteristics.

                                  the scikit-learn metrics ­package57. The best possible score for the R2 is 1.0. A constant model that always predicts
                                  the expected value of y, regardless of the input features, would get a R2 score of 0.0.
                                      The models obtained have been previously validated and tested using different configurations. For ARIMA-
                                  based models, we several (p, d, q) parameters were tested, including (1, 1, 1), (3, 1, 3), (6, 1, 6), (1, 2, 1), (3, 2,
                                  3), (6, 2, 6). For AR-based models, the best performing configurations where those with p = 1, 3 and 6. Finally,
                                  Table 2 shows the configurations for GRU and LSTM neural networks that were included in the evaluation. These
                                  parameters were empirically determined after several experiments.
                                      Finally, two well-known time series libraries have been included for comparison purposes; i.e., ­PROPHET58
                                  and ­TPOT59. Prophet is a Python-based library developed by Facebook which, according to their authors, “aims
                                  at forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and
                                  daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several
                                  seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers
                                  well”. TPOT is also a Python-based automated ML tool that optimizes ML pipelines using genetic programming.
                                  TPOT explores many configurations of models and pipelines to find the best one for the target data. The main
                                  output of TPOT is a Python code for the best pipeline it has found for your data. These methods have been suc-
                                  cessfully applied to COVID-19 prediction in different countries such as India, Brazil or U   ­ K60,61

                                  14‑day CI estimation. Tables 3 and 4 show the R2, RMSE and MAE scores for the different ML and statisti-
                                  cal models targeted in this study using the evaluation environment previously mentioned in “Benchmarking”
                                  section. Let us remind the reader that the main difference between both datasets is the test set. The DS1 develops
                                  the prediction in a shorter time series (i.e. 1 week) but with a stable trend (i.e. a decreasing time series). The
                                  DS2 develops the prediction in longer time series (i.e. 2 weeks) but with an unstable trend (i.e. increasing and
                                  decreasing time series).
                                      Table 3 shows the performance of those algorithms when they target the DS1 dataset. In general, artificial
                                  neural networks models do not work well for predicting 14-day CI. The dataset includes 1 data item per day,
                                  which means a total of data for the largest dataset of up to 109 data items. Therefore, there is not enough informa-
                                  tion to train the artificial neural network models for a good inference. However, statistical models perform very
                                  well in general. The best performing model for the DS1 is the ARIMA with the parameter set up p = 3, d = 1,
                                  q = 3, reaching up to 0.99 R2 score, with an RMSE of 4.48 and MAE of 3.90. These results are slightly improved
                                  with our ensemble approach, reaching up to 0.99 R2, with an RMSE of 4.16 and MAE of 3.55. Figure 4a shows
                                  graphically the actual data and the prediction made by the ensemble for dataset 1.

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                                            Figure 3.  14-day cumulative incidence (CI) in Spain. The evaluation dates are highlighted to let the reader
                                            know the trend of 14-day CI at that period.

                                             Parameter                 LSTM                 GRU​
                                             Number of input neurons   70                   70
                                             Batch size                32                   32
                                             Number of epochs          600                  600
                                             Learning factor           0.001                0.001
                                             Optimizer                 Adam                 Adam
                                             Activation function       Hyperbolic tangent   Hyperbolic tangent
                                             Loss function             Mean squared error   Mean squared error
                                             Delay sequence            6                    6

                                            Table 2.  Parameter setup for GRU and LSTM ANNs.

                                                Table 4 shows the performance of targeted models for the DS2 dataset. The results are significantly worse than
                                            those shown in the Table 3. DS2 is more challenging as for the features previously commented (i.e. longer period
                                            and unstable trend). Again, our ensemble approach achieves the best performance of all models but, in this case,
                                            it only achieves up to 0.62 R2 score, with an RMSE score of 6.84 and MAE score of 5.49. It is important to note
                                            that the ensemble approach takes the results of the AR(3) method as the other methods are significantly worse
                                            in terms of MAE and RMSE. Moreover, these tests revealed that the prediction of 14-day CI with only historical
                                            information performs well for short periods and, above all, clearly marked tendencies. Change in trends due to
                                            irregular components are very difficult to predict only using endogenous information and therefore, to improve
                                            our forecast for this scenario, we propose the inclusion of an exogenous variable that allows the prediction of
                                            these changes in tendency over long periods. Figure 4 shows graphically the actual data and the prediction made
                                            by the ensemble for dataset 2.

                                            Exogeneity evaluation and multivariate model. The inclusion of exogenous variables into the multi-
                                            variate model requires a preliminary study of the relationship between the 14-day CI and the mobility variables.
                                            For that purpose, Spearman’s correlation between 14-day CI and Google mobility variables has been firstly cal-
                                            culated under different scenarios. Table 5 shows Spearman’s correlation between 14-day CI and different lags of
                                            the mobility time series.
                                                The analysis in Table 5 indicates that most mobility variables have a relevant correlation with 14-day CI,
                                            especially retail and recreation, parks and public transport. Interestingly, leisure-related mobility variables, i.e.
                                            retail and recreation and parks, have a negative correlation with CI while non-leisure mobility variables have a

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                                   Model               R2 score   RMSE score   MAE score
                                   GRU​                  0.96      92.90        91.49
                                   LSTM                  0.86     109.91       108.72
                                   AR (1)              > 0.99      37.82        33.01
                                   AR (3)                0.99       6.28         5.61
                                   AR (6)              > 0.99      13.30        13.10
                                   ARIMA (1, 1, 1)     > 0.99      10.67        10.54
                                   ARIMA (3, 1, 3)       0.99       4.48         3.90
                                   ARIMA (6, 1, 6)       0.99       4.96         3.72
                                   ARIMA (1, 2, 1)     > 0.99      16.71        16.04
                                   ARIMA (3, 2, 3)     > 0.99       7.96         7.86
                                   ARIMA (6, 2, 6)     > 0.99      11.08        10.62
                                   Ensemble approach   > 0.99       4.16         3.55
                                   PROPHET               0.99      39.54        36.89
                                   TPOT                  0.99      30.94        28.37

                                  Table 3.  14-day CI accuracy prediction for the first dataset. Training from July 20, 2020 to November 29,
                                  2020, Prediction from November, 30 to December, 4.

                                   Model               R2 score   RMSE score   MAE score
                                   GRU​                0.59       15.16        11.43
                                   LSTM                0.65       27.18        25.03
                                   AR (1)              0.07       44.79        42.48
                                   AR (3)              0.62        6.84         5.49
                                   AR (6)              0.16       35.11        26.94
                                   ARIMA (1, 1, 1)     0.10       46.21        35.17
                                   ARIMA (3, 1, 3)     0.11       38.50        27.45
                                   ARIMA (6, 1, 6)     0.11       40.41        29.56
                                   ARIMA (1, 2, 1)     0.06       67.44        52.50
                                   ARIMA (3, 2, 3)     0.06       54.76        39.28
                                   ARIMA (6, 2, 6)     0.06       56.33        42.57
                                   Ensemble approach   0.62        6.84         5.49
                                   PROPHET             0.74       20.08        13.21
                                   TPOT                0.01       41.72        31.37

                                  Table 4.  14-day CI accuracy prediction for the second dataset. Training from July 20, 2020 to December 4,
                                  2020, Prediction from December, 5 to December, 18.

                                  positive correlation. Additionally, it is worth highlighting that the two situations are distinguished. If the correla-
                                  tion between 14-day CI and a mobility variable (in absolute value) grows as the lags of the exogenous variable
                                  increases, past values of the mobility variable have a more significant association with current cumulative inci-
                                  dence than recent ones. In contrast, if correlation decreases as the number of lags augments, the corresponding
                                  mobility variable might be considered either not significantly associated with 14-day CI or more significantly
                                  related with 14-day CI for recent values of the mobility variable. This underscores a pragmatic limitation of
                                  univariate models, in that available exogenous variables cannot be used to forecast changes in 14-day CI curve
                                  trend such as an uptick in new coronavirus cases.
                                      Nevertheless, in practice, the establishment of causal statements between series of observations is not straight-
                                  forward. Our interest is to examine whether mobility time series helps to predict future values of 14-day CI,
                                  controlling for lags. Table 6 reports Granger causality test outcomes for different lag orders analysing whether
                                  past values of mobility variables provide additional information about 14-day CI beyond past values of 14-day CI.
                                      From the results in Table 6, the effect of lags of mobility variables retail and recreation, parks and public
                                  transport on 14-day CI is highly significant whatever the number of lags is. The stationarity of the variables was
                                  previously checked using the Augmented Dickey-Fuller test via the adf.test function in R. Bearing this in mind,
                                  according to WHO, the incubation period of COVID-19 is on average 5–6 days but can be as long as 14 days,
                                  lags have been considered varying from 5 to 14 days. However, it is important to note that too few lags can lead
                                  to a biased test due to residual autocorrelation whereas with too many, null hypothesis might be incorrectly
                                  rejected because of spurious correlation. Therefore, the number of lags that need to be chosen reaching is a
                                  tradeoff between bias and power. Then, it can be concluded that these three mobility variables are predictive of
                                  future cumulative incidence figures.

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                                            Figure 4.  14-day CI accuracy prediction for both datasets.

                                             Lags    Retail and recreation   Supermarket and pharmacy   Parks   Public transport   Workplaces   Residential
                                             0          − 0.42               0.28                        − 0.59 0.38               0.23         0.32
                                             −5          −0.39               0.21                        −0.53 0.35                0.14         0.25
                                             −6          −0.38               0.22                        −0.52 0.36                0.14         0.24
                                             −7          −0.37               0.21                        −0.51 0.36                0.14         0.22
                                             −8          −0.35               0.21                        −0.50 0.37                0.14         0.21
                                             −9          −0.34               0.21                        −0.48 0.37                0.14         0.20
                                             − 10        −0.32               0.22                        −0.47 0.37                0.14         0.19
                                             − 11        −0.30               0.22                        −0.46 0.38                0.13         0.18
                                             − 12        −0.28               0.22                        −0.44 0.39                0.13         0.17
                                             − 13        −0.27               0.22                        −0.43 0.39                0.13         0.15
                                             − 14        −0.25               0.23                        −0.42 0.40                0.13         0.13

                                            Table 5.  Spearman’s correlation between 14-day CI and Google mobility variables for different lags in the
                                            mobility time series.

                                                Reciprocally, Granger causality tests analysing whether 14-day CI values help to predict future values of mobil-
                                            ity variables have been run and corresponding p-values are shown in Table 7. According to these results, 14-day
                                            CI is highly significant on retail and recreation for every lag order and, in general, for the rest of the mobility
                                            variables from a lag length of 8. In other words, 14-day CI is predictive of mobility variables in a period of a week
                                            from current values. This finding is consistent regarding the incubation period; however, these results should be
                                            cautiously interpreted. An increase in new coronavirus cases is bound to force government intervention and the
                                            application of measures aimed at restricting citizens mobility. Likewise, a decline of the 14-day CI curve would
                                            lead to social relaxation, which would be translated into an increase in mobility.
                                                As a result, reverse or bidirectional causation may be present in our problem. Therefore, we cannot conclude
                                            that mobility variables potentially cause future values of 14-day CI. Moreover, government containment measures
                                            in mobility, nightclubs or bars and other factors such as social alarm also involve changes in 14-day CI trends
                                            and thus, there may be latent confounders that are correlated with 14-day CI underlying the true cause of the
                                            evolution of new coronavirus cases. Hence, making a strong causal statement is hard, however, our intention
                                            was less ambitious targeted at shedding light on what mobility variables are useful for predicting 14-day CI.
                                                Based on this preliminary study, the results obtained by our ensemble approach, retail and recreation, parks
                                            and public transport time series will be used hereafter as explanatory variables to develop a multivariate model

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                                   Lags    Retail and recreation      Supermarket and pharmacy      Parks       Public transport     Workplaces      Residential
                                   5         0.03                     0.72                           < 0.01     < 0.01              0.52            0.16
                                   6         0.01                     0.66                             0.01     < 0.01              0.17            0.22
                                   7         0.01                     0.70                             0.02     < 0.01              0.18            0.28
                                   8         0.03                     0.61                             0.08     < 0.01              0.17            0.37
                                   9       < 0.01                     0.49                             0.17     < 0.01              0.13            0.14
                                   10        0.02                     0.78                           < 0.01     < 0.01              0.19            0.30
                                   11      < 0.01                     0.32                             0.01     < 0.01              0.31            0.32
                                   12        0.01                     0.35                           < 0.01     < 0.01              0.35            0.29
                                   13      < 0.01                     0.15                             0.01     < 0.01              0.19            0.19
                                   14      < 0.01                     0.04                             0.01     < 0.01              0.21            0.01

                                  Table 6.  Granger causality testing mobility variables predictive of 14-day CI for different lag orders.

                                   Lags    Retail and recreation     Supermarket and pharmacy      Parks      Public transport     Workplaces     Residential
                                   5       < 0.01                       0.20                       0.38         0.26                 0.05           0.25
                                   6       < 0.01                       0.35                       0.10         0.17                 0.31           0.08
                                   7       < 0.01                       0.01                       0.21         0.03               < 0.01         < 0.01
                                   8       < 0.01                       0.02                       0.04       < 0.01               < 0.01         < 0.01
                                   9         0.01                     < 0.01                       0.12       < 0.01               < 0.01         < 0.01
                                   10        0.01                     < 0.01                       0.13       < 0.01               < 0.01         < 0.01
                                   11        0.03                       0.01                       0.12       < 0.01               < 0.01         < 0.01
                                   12        0.05                       0.01                       0.16       < 0.01               < 0.01         < 0.01
                                   13        0.02                       0.02                       0.17       < 0.01               < 0.01         < 0.01
                                   14        0.03                       0.04                       0.30       < 0.01               < 0.01         < 0.01

                                  Table 7.  Granger causality testing 14-day CI predictive of mobility variables for different lag orders.

                                   Number of components       Eigenvalues      Proportion of variance (%)     Cumulative proportion (%)
                                   1                          2.91             72.83                          72.83
                                   2                          0.597            14.93                          87.76
                                   3                          0.391             9.77                          97.52
                                   4                          0.099             2.48                          100

                                  Table 8.  Eigenvalues and proportion of variance (i.e. information) explained by each component in the PCA.

                                  where 14-day CI is the response variable. Because the average incubation period of COVID-19 outlined by the
                                  WHO lasts a minimum of 5 days, selected mobility variables will be considered 5 periods lagged. Furthermore,
                                  Google mobility variables will be standardised and rescaled to the last three days of 14-day CI before predictions
                                  are made in order to provide meaningful information to the model.
                                       Finally, a principal component analysis (PCA) is computed considering these variables. Table 8 indicates that
                                  two components would preserve more than 87% of the total variance in the original data. In other words, two
                                  components explain more than 87% of the information provided by the exogenous variables. Figure 5 graphically
                                  illustrates that mobility variables are clearly differentiated from the ensemble approach in the PCA analysis. Thus,
                                  mobility variables would provide additional information to the proposed multivariate model.
                                       In particular, this paper includes an optimization model aimed at improving forecasts in 14-day CI time
                                  series which uses multivariate regression as starting point. Table 9 shows the regression outcomes obtained for
                                  DS2 training period. The coefficient estimates and standard errors are calculated. The p-value corresponding
                                  to the t-statistic of each coefficient indicates if there is a significant relationship between the response variable
                                  (14-day CI) and each of the predictors included in the model (ensemble and mobility variables). Table 10 shows
                                  the results obtained by the NLM method for the different seed values previously described in “Methods” section,
                                  i.e. the MAE and the number of iterations performed by the procedure in each case. It is important to highlight
                                  that when the seed of NLM is the coefficients randomly generated from a uniform distribution from -10 to 10,
                                  the NLM algorithm is executed 10 times and the MAE and number of iterations in Table 10 are calculated as
                                  the average over 10 simulation runs. As can be seen, the best result is reached by performing 36 iterations of the

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                                                               PCA − Biplot

                                                                                               10

                                                           1
                                                                                                                      9

                                                                                                             11           7

                                                                                                                                    8

                                                                               4
                                                                                                                                6
                                                           0
                                                                                                                  5
                                             Dim2 (16%)

                                                                                                                                            TRANSPORT

                                                                                      3

                                                                   2                                                                                 12
                                                                                                                                                 PARKS

                                                                                                                                            14     RETAIL
                                                                                                                                                    13

                                                          −1

                                                                        1

                                                                            ENSEMBLE
                                                          −2

                                                                              −2                −1                0                     1   2
                                                                                                            Dim1 (74%)

                                            Figure 5.  PCA to ensemble approach and mobility variables. Positively correlated variables point to the same
                                            side of the plot. Negatively correlated variables point to opposite sides of the graph.

                                            algorithm, it returns a MAE of 3.77 and it is achieved when the NLM procedure uses the multivariate regression
                                            model as seed.
                                               Once the MAE has been minimized, Table 11 presents 14-day CI predictions for an evaluation period from
                                            5th to 18th of December using the multivariate model with the optimal coefficient values obtained by NLM for
                                            the minimum MAE. It is important to remark that if exogenous variables are not extended, 14-day CI forecasts
                                            are restricted to a five-period prediction horizon. Nonetheless, forecasts in the evaluation period have been
                                            obtained using the observed past values of the mobility variables. This approach might not be realistic, but the
                                            purpose of the study is to validate the performance of the model using mobility data regarding other ML meth-
                                            ods not including this exogenous information. To assess the accuracy of the model, the mean absolute error is
                                            measured and a comparison is made with regard to predictions given by the univariate strategy in the ensemble
                                            approach. In addition, Fig. 6 shows true 14-day CI curve and the ensemble approach and multivariate predicted
                                            values throughout the forecast horizon. It is noteworthy that the multivariate model substantially outperforms
                                            the ensemble approach. The results also suggest that both models produce reasonably good estimates, but the
                                            multivariate model tracks better changing trends in 14-day CI.
                                               To conclude, it is interesting to note that predictions made from 16th to 18th of December (labeled by 12,
                                            13, 14 in Fig. 5), when a new uptick in coronavirus infections and hospitalizations began, are located in the
                                            exogenous area of the PCA graphics meaning that for these values mobility variables have a higher impact.
                                            Again, these results evidence that exogenous variables offer valuable information to cope with trend changes in
                                            the 14-day CI curve and justifies the use of a multivariate model.

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                                   Coefficients                   Estimate    Std. Error    p-value
                                   β0 (Independent)                − 110.59   259.76          0.68
                                   β1 (Ensemble)                       1.31     0.26        < 0.01
                                   β2 (Retail and recreation)          1.00     0.59          0.13
                                   β3 (Parks)                        − 0.20     1.29          0.88
                                   β4 (Public transport)             − 0.60     0.63          0.37

                                  Table 9.  Multivariate regression for DS2 training period. R2 = 0, 79, p-value < 0.01.

                                   Seed                Avg. of 10 random runs      Weighted equally    Multivariate regression model
                                   MAE                 4.66                        4.06                3.77
                                   NLM iterations      50                          46                  36

                                  Table 10.  MAE achieved and iterations performed by NLM procedure using different seeds.

                                   DATE               14-day CI    CI Ensemble     CI NLM      MAEEA    MAENLM
                                   December 5         226.39       226.08          225.10      3.14     0.31
                                   December 6         216.07       216.28          214.58      1.83     0.26
                                   December 7         207.52       202.21          204.94      2.46     1.94
                                   December 8         201.59       205.76          204.93      3.18     2.50
                                   December 9         193.26       205.11          202.78      4.62     4.37
                                   December 10        188.72       197.11          197.34      5.92     5.04
                                   December 11        189.56       197.94          195.49      6.48     5.52
                                   December 12        194.19       194.19          193.76      6.19     4.83
                                   December 13        196.61       193.09          191.53      5.64     4.68
                                   December 14        193.65       190.11          188.13      5.50     4.57
                                   December 15        198.77       198.64          195.77      5.04     4.16
                                   December 16        201.16       202.87          201.91      4.79     3.96
                                   December 17        207.26       201.91          202.32      4.96     4.07
                                   December 18        214.12       214.11          210.12      5.49     3.78

                                  Table 11.  14-day CI accuracy prediction for ensemble approach (EA) and NLM methog (NLM). Training
                                  from July 20, 2020 to December 4, 2020, Prediction from December, 5 to December, 18.

                                  Discussion
                                  The use of a regression model entails the acceptance of assumptions that may be questionable at best in the
                                  context of time series data. Methodologically, this approach is flawed mainly because accuracy may be seriously
                                  affected in the presence of autocorrelation. Furthermore, difficulties in data collection due to discrepancies in
                                  regional notifications and differences on COVID-19 medical tests carried out are added to statistical problems,
                                  which are compounded when data include measurement error. In view of the foregoing, this multivariate tech-
                                  nique cannot be used as an inference method. However, the use of an operation research optimization method
                                  such as NLM implementing the regression coefficients as a seed improves the solution obtained by the univariate
                                  model. Evidently, this option has its own drawbacks such as the problem of falling in local optima or the setting
                                  of good initial values for the solver.
                                      The ensemble approach rendered a smoother curve that could not detect trend changes. Indeed, the results
                                  provided by the ensemble approach reinforce the need for monitoring models that can also detect changes in
                                  trend with some foresight. Accordingly, despite the potential limitations mentioned above, the proposed multi-
                                  variate approach can be gainfully used for predicting possible upticks in COVID-19 cases at least in a short-term
                                  period. Therefore, the inclusion of the two models within a decision support system provides us with a positive
                                  result that covers the different types of data behavior, both when the trend is constant and in the changes of trend.
                                  In this system, depending on the error produced by each model when introducing a new value to predict, it will
                                  be selected either the ensemble approach or the multivariate approach.

                                  Conclusions and future work
                                  COVID-19 has caused one of the biggest crises in our recent history. Most countries have developed monitor-
                                  ing systems based on pandemic evolution indicators to trigger social distancing measures whenever significant
                                  increases in infections are detected. Data analysis can help forecast the short- and medium-term evolution of the

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                                                                                                                             14−day CI

                                                                                                                             CI Ensemble

                                                        240
                                                                                                                             CI Multivariate

                                                        220
                                            14−day CI

                                                        200
                                                        180
                                                        160

                                                                  2           4           6            8           10          12          14

                                                                                                  days

                                             Figure 6.  14-day CI accuracy prediction for different estimated models.

                                             pandemic and thus help policymakers in their decision making. In this paper, we have analysed the evolution
                                             of the 14-day cumulative incidence in Spain from the beginning of the second wave of COVID-19 until January
                                             2021, where several trend changes (also called waves) occurred. We have proposed a set of statistical and ML
                                             models to achieve maximum performance, reaching very good results for short and stable periods. However,
                                             the 14-day CI is affected by irregular components which are very challenging scenarios for traditional models
                                             using only historical information. Therefore, the mobility data provided by Google as a consequence of the
                                             COVID-19 outbreak are fed into our models as exogenous information to predict these irregular components.
                                             Our results reveal that this information improves the prediction of this unstable scenario, providing an MAE
                                             of up to 1.08 on average.
                                                 Data fusion between socio-economic and endogenous variables is still at a relatively early stage, and we
                                             acknowledge that we have tested a relatively simple variant of a multivariate model. But, with many other types
                                             of multivariate models and data such as vaccination figures yet to be explored, this field seems to offer a promis-
                                             ing and potentially fruitful area of research. Moreover, this approach can be followed at the international level
                                             to predict changes in trends and coordinate the pandemic globally.

                                             Received: 28 April 2021; Accepted: 9 July 2021

                                             References
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                                                    covid-19 pandemic in spain. IET Smart Cities 2, 58–63 (2020).
                                                 2. Kissler, S. M., Tedijanto, C., Goldstein, E., Grad, Y. H. & Lipsitch, M. Projecting the transmission dynamics of sars-cov-2 through
                                                    the postpandemic period. Science 368, 860–868 (2020).
                                                 3. Bonaccorsi, G. et al. Economic and social consequences of human mobility restrictions under covid-19. Proc. Natl. Acad. Sci. 117,
                                                    15530–15535 (2020).
                                                 4. OECD & Staff, O. OECD Economic Outlook, vol. 2020 (OECD Publishing, 2020).
                                                 5. Organization, W. H. et al. Critical Preparedness, Readiness and Response Actions for Covid-19: Interim Guidance, 4 Nov 2020,
                                                    World Health Organization, Technical Report (2020).
                                                 6. Organization, W. H. et al. Public Health Surveillance for Covid-19: Interim Guidance, 16 Dec 2020, World Health Organization,
                                                    Techniacl Report, (2020).

          Scientific Reports |   (2021) 11:15173 |                      https://doi.org/10.1038/s41598-021-94696-2                                                                  14

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